+6,584.6%
ROK vs AU
+789.2%
+5,795.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | +0.2% | +0.6% | -0.5% | +0.1% |
| 30D | -1.8% | +12.3% | -14.1% | -3.2% |
| 3M | -7.2% | +29.4% | -36.5% | -10.1% |
| 6M | +14.2% | +3.2% | +10.9% | +12.9% |
| YTD | +10.6% | +31.8% | -21.2% | +6.1% |
| 1Y | +25.9% | +83.4% | -57.5% | +16.2% |
| 3Y | +50.8% | +623.1% | -572.3% | +17.1% |
| 5Y | +47.0% | +700.5% | -653.5% | +10.7% |
| 10Y | +354.9% | +717.6% | -362.7% | +219.8% |
| All | +6,584.6% | +789.2% | +5,795.4% | +4,139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling